Anic Equity¶

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Total return since start: 0.689 %¶

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Equity now: -----------------------------> 51604.88 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48405.82 Kr¶

PnL: ---------------------------------------> -681.75 Kr¶

DD now: ---------------------------------> -0.654 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 11:46:35.140486'

Anic Portfolio¶

Today¶

Return: -0.066 %¶

This Week¶

Return: 8.58 %¶

Total¶

Return: 68.941 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -2.210000 3348.000000 168.000000 5.280000 3180.000006
HMS Networks 2 2.570000 798.400000 125.400000 18.630000 673.000000
Nordea Bank Abp 29 1.080000 3569.900000 115.900000 3.360000 3453.999992
SAAB B 8 1.360000 3463.200000 86.200000 2.550000 3377.000000
HEBA B 70 1.700000 2719.500000 83.500000 3.170000 2636.000010
Swedbank A 3 2.450000 615.900000 51.900000 9.200000 564.000000
Resurs Holding 22 1.370000 619.740000 45.740000 7.970000 573.999998
AcadeMedia 12 1.060000 597.600000 40.600000 7.290000 557.000004
MedCap 2 -0.430000 461.000000 40.000000 9.500000 421.000000
Samhällsbyggnadsbo. i Norden B 20 1.470000 385.500000 30.500000 8.590000 355.000000
Intrum 4 2.340000 552.000000 25.000000 4.740000 527.000000
Norva24 Group 16 -2.220000 563.200000 20.200000 3.720000 543.000000
OEM International B 7 1.030000 548.100000 20.100000 3.810000 527.999997
Eastnine 4 0.800000 504.800000 13.800000 2.810000 491.000000
Securitas B 6 2.010000 583.560000 13.560000 2.380000 570.000000
Coor Service Management Hold. 8 1.050000 539.600000 7.600000 1.430000 532.000000
Fastighetsbolag. Emilshus Pref 21 -0.920000 567.000000 5.000000 0.890000 562.000005
Samhällsbyggnadsbo. i Norden D 12 0.970000 249.600000 3.600000 1.460000 246.000000
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Karnov Group 9 -0.670000 536.400000 0.400000 0.070000 536.000004
Handelsbanken A 5 0.320000 546.000000 0.000000 0.000000 546.000000
Midsona B 63 0.440000 577.710000 -5.290000 -0.910000 582.999984
Corem Property Group B 59 1.310000 571.120000 -5.880000 -1.020000 576.999999
Sampo Oyj SDB 7 0.370000 3836.000000 -14.000000 -0.360000 3850.000000
Boozt 12 0.370000 1636.800000 -17.200000 -1.040000 1653.999996
CTEK 13 1.460000 507.130000 -26.870000 -5.030000 533.999999
Fasadgruppen Group 38 -1.280000 4111.600000 -29.400000 -0.710000 4140.999992
International Petroleum Corp. 5 0.270000 564.000000 -30.570000 -5.140000 594.565215
Essity B 2 -0.990000 540.000000 -34.000000 -5.920000 574.000000
Vivesto 1368 -0.490000 558.140000 -54.860000 -8.950000 612.999432
Essity A 4 -0.550000 1086.000000 -63.000000 -5.480000 1149.000000
Beijer Electronics Group 27 -1.620000 2953.800000 -130.200000 -4.220000 3083.999994
OX2 22 4.410000 1848.000000 -141.000000 -7.090000 1989.000002
Axfood 15 -3.900000 3876.000000 -424.000000 -9.860000 4300.000005
Ovzon 64 -0.560000 3379.200000 -616.800000 -15.440000 3996.000000
TOTAL 48393.500000 -694.070000 -0.6773% 49087.564636

Updated:¶

'2023-02-01 11:45:55.503435'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶